+137.4%
WDAY vs BLDR
+494.8%
-357.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -5.3% | -10.3% | +5.0% | -2.9% |
| 30D | +1.5% | +19.6% | -18.0% | -3.5% |
| 3M | +5.5% | -17.0% | +22.4% | +9.4% |
| 6M | +57.4% | -16.7% | +74.2% | +60.8% |
| YTD | -11.0% | -39.4% | +28.4% | -2.9% |
| 1Y | -15.8% | -41.7% | +25.9% | -7.4% |
| 3Y | -16.9% | -49.9% | +33.0% | -10.6% |
| 5Y | -35.3% | -7.6% | -27.7% | -44.0% |
| All | +137.4% | +494.8% | -357.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BLDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling